OB*BookProblem Walk ThroughSuppose you are the money manager of a $4.24 mbon investment fund the fund consists of four stocks with the following investments and betaStockBeta1.50(0.00)1.258.75WInvestment$320,000500,0001.320,0001,000,000CDthe market's required rate of retums 11% and the risk free rate is what is the fund's requered rate of retum De not found intermedate caldabone Round your answer to two decimal place

StockInvestmentBetaA$520,000.001.5B$500,000.00-0.56C$1,320,000.001.2D$1,900,000.000.75total$4,240,00…

Suppose you are the money manager of a $4.24 mon envenent fund the fund counts of four stocks with the flowing investments and be evestment A $320,000 THE 500,000 L3000 1,900,000 the funds reed rate of reta Do not under an hound our answer to two decinal place the market'ered rate of return SIDE Mock C Beta 1.30 (GM) Las 8.75

Suppose you are the money manager of a $4.24 mon envenent fund the fund counts of four stocks with the flowing investments and be evestment A $320,000 THE 500,000 L3000 1,900,000 the funds reed rate of reta Do not under an hound our answer to two decinal place the market'ered rate of return SIDE Mock C Beta 1.30 (GM) Las 8.75

Essentials Of Investments

11th Edition

ISBN:9781260013924

Author:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.

Publisher:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.

Chapter1: Investments: Background And Issues

Section: Chapter Questions

Problem 1PS

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Question

O
B
*Book
Problem Walk Through
Suppose you are the money manager of a $4.24 mbon investment fund the fund consists of four stocks with the following investments and beta
Stock
Beta
1.50
(0.00)
1.25
8.75
W
Investment
$320,000
500,000
1.320,000
1,000,000
C
D
the market's required rate of retums 11% and the risk free rate is what is the fund's requered rate of retum De not found intermedate caldabone Round your answer to two decimal place

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еВook Problem Walk-Through Suppose you are the money manager of a $3.84 million investment fund. The fund consists of four stocks with the following investments and betas: Stock Investment Beta A $ 320,000 1.50 B 700,000 (0.50) 1,120,000 1.25 D 1,700,000 0.75 If the market's required rate of return is 9% and the risk-free rate is 6%, what is the fund's required rate of return? Do not round intermediate calculations. Round your answer to two decimal places. %
Finance Suppose you are the money manager of a $4.94 million investment fund. The fund consists of four stocks with the following investments and betas: Stock Investment A В Beta 1.50 S 440,000 700,000 1,300,000 2,500,000 (0.50) 1.25 0.75 If the market's required rate of return is 13% and the risk-free rate is 6%, what is the fund's required rate of return? Do not round intermediate calculations. Round your answer to two decimal places. %
3. Problem 8.07 (Portfolio Required Return) BA eBook Problem Walk-Through Suppose you are the money manager of a $5.02 million investment fund. The fund consists of four stocks with the following investments and betas: Investment $ 260,000 600,000 1,560,000 2,600,000 с D If the market's required rate of return is 12% and the risk-free rate is 5%, what is the fund's required rate of return? Do not round intermediate calculations. Round your answer to two decimal places. % Stock A B Beta 1.50 (0.50) 1.25 0.75
7 Check my work You have been given the following return information for a mutual fund, the market index, and the risk-free rate. You also know that the return correlation between the fund and the market is 0.97. 1.25 points Year Fund 2018 -18.8% Market -36.5% Risk-Free 1% Skipped 2019 25.1 20.7 6 2020 13.6 13.0 2 2021 2022 7.0 -1.92 8.4 -4.2 6 2 eBook What are the Sharpe and Treynor ratios for the fund? Print Note: Do not round intermediate calculations. Round your answers to 4 decimal places. References Sharpe ratio Treynor ratio
4
Aa.1
Calculating NAV A fund has a market value of securities of $860 million, cash and receivables of $29 million, current liabilities of $26 million and has 19 million fund shares outstanding. What is the fund's NAV per share? Multiple Choice $48.16 $46.79 O $47.62 O $45.42
H4
pra.9
Ab. 140.
Suppose you are the money manager of a $4.82 millioninvestment fund. The fund consists of four stocks with the following investments and betas:Stock Investment BetaA $ 460,000 1.50B 500,000 (0.50)C 1,260,000 1.25D 2,600,000 0.75 If the market’s required rate of return is 8% and the risk-free rate is 4%, what is the fund’srequired rate of return?8-8 BETA COEFFICIENT Given t
Suppose you are the money manager of a $4.82 millioninvestment fund. The fund consists of four stocks with the following investments and betas:Stock Investment BetaA $ 460,000 1.50B 500,000 (0.50)C 1,260,000 1.25D 2,600,000 0.75If the market’s required rate of return is 8% and the risk-free rate is 4%, what is the fund’s required rate of return?

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